E-mini S&P 500 Future September 2011

• Daily Notes for Futures
• Daily Notes for Stocks
• Daily Notes Archive

Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary Previous Current 24-Jun-2011 27-Jun-2011 Change Change % Previous Week Open 1,277.50 1,265.00 -12.50 -1.0% 1,265.00 High 1,286.00 1,280.00 -6.00 -0.5% 1,293.75 Low 1,261.25 1,257.00 -4.25 -0.3% 1,256.25 Close 1,264.00 1,276.25 12.25 1.0% 1,264.00 Range 24.75 23.00 -1.75 -7.1% 37.50 ATR 18.69 19.00 0.31 1.6% 0.00 Volume 1,699,703 1,990,372 290,669 17.1% 10,634,050
Daily Pivots for day following 27-Jun-2011 Classic Woodie Camarilla DeMark R4 1,340.00 1,331.25 1,289.00 R3 1,317.00 1,308.25 1,282.50 R2 1,294.00 1,294.00 1,280.50 R1 1,285.25 1,285.25 1,278.25 1,289.50 PP 1,271.00 1,271.00 1,271.00 1,273.25 S1 1,262.25 1,262.25 1,274.25 1,266.50 S2 1,248.00 1,248.00 1,272.00 S3 1,225.00 1,239.25 1,270.00 S4 1,202.00 1,216.25 1,263.50	Weekly Pivots for week ending 24-Jun-2011 Classic Woodie Camarilla DeMark R4 1,383.75 1,361.50 1,284.50 R3 1,346.25 1,324.00 1,274.25 R2 1,308.75 1,308.75 1,271.00 R1 1,286.50 1,286.50 1,267.50 1,279.00 PP 1,271.25 1,271.25 1,271.25 1,267.50 S1 1,249.00 1,249.00 1,260.50 1,241.50 S2 1,233.75 1,233.75 1,257.00 S3 1,196.25 1,211.50 1,253.75 S4 1,158.75 1,174.00 1,243.50
High/Low/Range Statistics Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume 5 1,293.75 1,257.00 36.75 2.9% 21.25 1.7% 52% False True 2,189,881 10 1,293.75 1,252.25 41.50 3.3% 21.00 1.7% 58% False False 2,468,276 20 1,342.50 1,252.25 90.25 7.1% 19.50 1.5% 27% False False 1,551,465 40 1,367.50 1,252.25 115.25 9.0% 18.00 1.4% 21% False False 777,125 60 1,367.50 1,252.25 115.25 9.0% 16.50 1.3% 21% False False 518,613 80 1,367.50 1,237.25 130.25 10.2% 17.25 1.4% 30% False False 389,108 100 1,367.50 1,237.25 130.25 10.2% 16.75 1.3% 30% False False 311,296 120 1,367.50 1,237.25 130.25 10.2% 16.25 1.3% 30% False False 259,426
Crabel Price Patterns NR True NR4 False NR5 False NR7 False WS False WS4 False WS5 False WS7 False ID False OD False IDnr4 False 2BNR False 3BNR False 4BNR False 8BNR False Bear Hook False Bull Hook False Stretch 4.90 Narrowest range in 3 trading days	Fibonacci Retracements and Extensions 4.250 1,377.75 2.618 1,340.25 1.618 1,317.25 1.000 1,303.00 0.618 1,294.25 HIGH 1,280.00 0.618 1,271.25 0.500 1,268.50 0.382 1,265.75 LOW 1,257.00 0.618 1,242.75 1.000 1,234.00 1.618 1,219.75 2.618 1,196.75 4.250 1,159.25
Fisher Pivots for day following 27-Jun-2011 Pivot 1 day 3 day R1 1,273.75 1,274.75 PP 1,271.00 1,273.00 S1 1,268.50 1,271.50

Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.